Class ExtractDerivativeData
|
100%
successful |
Tests
| Test | Duration | Result |
|---|---|---|
| fetchDerivativeData | 6.900s | passed |
| fetchDerivativeData | 4.437s | passed |
| marketDirectionData | 0.394s | passed |
| marketDirectionData | 0.243s | passed |
| writeTargetedStrikePriceData | 4.410s | passed |
| writeTargetedStrikePriceData | 2.145s | passed |
Standard output
2023-01-10 15:22:46 [TestNG-tests-1] DEBUG ExtractDerivativeData:84 - optionExpiryDate : 12-Jan-2023
2023-01-10 15:22:46 [TestNG-tests-1] DEBUG ExtractDerivativeData:85 - equitySymbol : NIFTY
2023-01-10 15:22:46 [TestNG-tests-1] DEBUG ExtractDerivativeData:86 - strikePriceStringArray : [18100]
2023-01-10 15:22:46 [TestNG-tests-1] DEBUG ExtractDerivativeData:87 - strikePricePointDifference : 50
2023-01-10 15:22:46 [TestNG-tests-1] DEBUG ExtractDerivativeData:88 - strikePriceVariation : 7
2023-01-10 15:22:46 [TestNG-tests-1] DEBUG ExtractDerivativeData:94 - extracting data; count : 1
2023-01-10 15:22:46 [TestNG-tests-1] DEBUG ExtractDerivativeData:218 - 1 iteration for fetching API data
2023-01-10 15:22:46 [TestNG-tests-1] INFO HttpRequestSpecification:11 - HttpRequestSpecification - getRequestSpecification, creating new http request for NSE request type
2023-01-10 15:22:47 [TestNG-tests-1] DEBUG CookieSync:11 - Inside CookieSync > getCookies()
2023-01-10 15:22:47 [TestNG-tests-1] DEBUG CookieSync:14 - Returning cookies
2023-01-10 15:22:49 [TestNG-tests-1] DEBUG RequestSpecificationImpl$RestAssuredHttpBuilder:545 - Parsing response as: text/html; charset=utf-8
2023-01-10 15:22:49 [TestNG-tests-1] DEBUG RequestSpecificationImpl$RestAssuredHttpBuilder:548 - Parsed data to instance of: class org.apache.http.conn.EofSensorInputStream
2023-01-10 15:22:50 [TestNG-tests-1] DEBUG ExtractDerivativeData:221 - NSE response code : 200
2023-01-10 15:22:50 [TestNG-tests-1] INFO HttpRequestSpecification:11 - HttpRequestSpecification - getRequestSpecification, creating new http request for DERIVATIVE_EQUITY request type
2023-01-10 15:22:50 [TestNG-tests-1] DEBUG CookieSync:14 - Returning cookies
2023-01-10 15:22:50 [TestNG-tests-1] DEBUG RequestSpecificationImpl$RestAssuredHttpBuilder:545 - Parsing response as: application/json; charset=utf-8
2023-01-10 15:22:50 [TestNG-tests-1] DEBUG RequestSpecificationImpl$RestAssuredHttpBuilder:548 - Parsed data to instance of: class org.apache.http.conn.EofSensorInputStream
2023-01-10 15:22:50 [TestNG-tests-1] DEBUG ExtractDerivativeData:224 - NIFTY derivative response code : 200
2023-01-10 15:22:50 [TestNG-tests-1] DEBUG ProjectProperties:27 - Inside ProjectProperties - constants
2023-01-10 15:22:50 [TestNG-tests-1] INFO Util:26 - Creating directory for storing JSON File:/Users/saini/nseOptionData/log/12Jan2023
{
"info": {
"symbol": "NIFTY",
"companyName": "NIFTY",
"identifier": "none",
"activeSeries": [
],
"debtSeries": [
],
"isFNOSec": true,
"isCASec": false,
"isSLBSec": false,
"isDebtSec": false,
"isSuspended": false
},
"filter": {
"expiryDate": "Invalid date",
"strikePrice": ""
},
"underlyingValue": 18009.95,
"vfq": 1801,
"fut_timestamp": "10-Jan-2023 09:47:48",
"opt_timestamp": "10-Jan-2023 09:49:18",
"stocks": [
{
"metadata": {
"instrumentType": "Index Options",
"expiryDate": "12-Jan-2023",
"optionType": "Put",
"strikePrice": 18000,
"identifier": "OPTIDXNIFTY12-01-2023PE18000.00",
"openPrice": 31.45,
"highPrice": 80.75,
"lowPrice": 31.45,
"closePrice": 0,
"prevClose": 40.2,
"lastPrice": 68,
"change": 27.799999999999997,
"pChange": 69.15422885572139,
"numberOfContractsTraded": 877818,
"totalTurnover": 28577.36
},
"underlyingValue": 18009.95,
"volumeFreezeQuantity": 1801,
"marketDeptOrderBook": {
"totalBuyQuantity": 1017650,
"totalSellQuantity": 1242850,
"bid": [
{
"price": 67.8,
"quantity": 50
},
{
"price": 67.75,
"quantity": 1250
},
{
"price": 67.7,
"quantity": 2300
},
{
"price": 67.65,
"quantity": 2550
},
{
"price": 67.6,
"quantity": 4450
}
],
"ask": [
{
"price": 67.95,
"quantity": 800
},
{
"price": 68,
"quantity": 5500
},
{
"price": 68.05,
"quantity": 2800
},
{
"price": 68.1,
"quantity": 4450
},
{
"price": 68.15,
"quantity": 2400
}
],
"carryOfCost": {
"price": {
"bestBuy": 67.8,
"bestSell": 67.95,
"lastPrice": 68
},
"carry": {
"bestBuy": -101873.64377246481,
"bestSell": -101833.31226433766,
"lastPrice": -101819.88821077175
}
},
"tradeInfo": {
"tradedVolume": 877818,
"value": 28577.36,
"vmap": 65.11,
"premiumTurnover": 7928939.36499,
"openInterest": 209927,
"changeinOpenInterest": 28825,
"pchangeinOpenInterest": 15.916444876368013,
"marketLot": 50
},
"otherInfo": {
"settlementPrice": 0,
"dailyvolatility": 1.06,
"annualisedVolatility": 20.23,
"impliedVolatility": 16.22,
"clientWisePositionLimits": 0,
"marketWidePositionLimits": 0
}
}
},
{
"metadata": {
"instrumentType": "Index Options",
"expiryDate": "12-Jan-2023",
"optionType": "Call",
"strikePrice": 18100,
"identifier": "OPTIDXNIFTY12-01-2023CE18100.00",
"openPrice": 86.3,
"highPrice": 88,
"lowPrice": 46.7,
"closePrice": 0,
"prevClose": 86.3,
"lastPrice": 53.3,
"change": -33,
"pChange": -38.238702201622246,
"numberOfContractsTraded": 586589,
"totalTurnover": 17087.34
},
"underlyingValue": 18009.95,
"volumeFreezeQuantity": 1801,
"marketDeptOrderBook": {
"totalBuyQuantity": 1013200,
"totalSellQuantity": 1400900,
"bid": [
{
"price": 53.15,
"quantity": 250
},
{
"price": 53.1,
"quantity": 5000
},
{
"price": 53.05,
"quantity": 1750
},
{
"price": 53,
"quantity": 8050
},
{
"price": 52.95,
"quantity": 1600
}
],
"ask": [
{
"price": 53.3,
"quantity": 300
},
{
"price": 53.35,
"quantity": 2000
},
{
"price": 53.4,
"quantity": 5800
},
{
"price": 53.45,
"quantity": 2050
},
{
"price": 53.5,
"quantity": 4200
}
],
"carryOfCost": {
"price": {
"bestBuy": 53.15,
"bestSell": 53.3,
"lastPrice": 53.3
},
"carry": {
"bestBuy": -106316.49841785549,
"bestSell": -106265.06578635037,
"lastPrice": -106265.06578635037
}
},
"tradeInfo": {
"tradedVolume": 586589,
"value": 17087.34,
"vmap": 58.26,
"premiumTurnover": 5325717.78757,
"openInterest": 203148,
"changeinOpenInterest": 66661,
"pchangeinOpenInterest": 48.84054891674665,
"marketLot": 50
},
"otherInfo": {
"settlementPrice": 0,
"dailyvolatility": 1.06,
"annualisedVolatility": 20.23,
"impliedVolatility": 15.37,
"clientWisePositionLimits": 0,
"marketWidePositionLimits": 0
}
}
},
{
"metadata": {
"instrumentType": "Index Options",
"expiryDate": "12-Jan-2023",
"optionType": "Put",
"strikePrice": 18100,
"identifier": "OPTIDXNIFTY12-01-2023PE18100.00",
"openPrice": 74.9,
"highPrice": 136.8,
"lowPrice": 62.8,
"closePrice": 0,
"prevClose": 75.7,
"lastPrice": 119.45,
"change": 43.75,
"pChange": 57.79392338177014,
"numberOfContractsTraded": 490366,
"totalTurnover": 27514.44
},
"underlyingValue": 18009.95,
"volumeFreezeQuantity": 1801,
"marketDeptOrderBook": {
"totalBuyQuantity": 408150,
"totalSellQuantity": 388350,
"bid": [
{
"price": 119.15,
"quantity": 350
},
{
"price": 119.1,
"quantity": 700
},
{
"price": 119.05,
"quantity": 1300
},
{
"price": 119,
"quantity": 2300
},
{
"price": 118.95,
"quantity": 2200
}
],
"ask": [
{
"price": 119.4,
"quantity": 800
},
{
"price": 119.45,
"quantity": 1950
},
{
"price": 119.5,
"quantity": 1900
},
{
"price": 119.55,
"quantity": 1550
},
{
"price": 119.6,
"quantity": 1050
}
],
"carryOfCost": {
"price": {
"bestBuy": 119.15,
"bestSell": 119.4,
"lastPrice": 119.45
},
"carry": {
"bestBuy": -91583.910365544,
"bestSell": -91545.65841274304,
"lastPrice": -91538.01763390002
}
},
"tradeInfo": {
"tradedVolume": 490366,
"value": 27514.44,
"vmap": 112.22,
"premiumTurnover": 4465326.73626,
"openInterest": 79538,
"changeinOpenInterest": 1289,
"pchangeinOpenInterest": 1.6473053968740814,
"marketLot": 50
},
"otherInfo": {
"settlementPrice": 0,
"dailyvolatility": 1.06,
"annualisedVolatility": 20.23,
"impliedVolatility": 16.06,
"clientWisePositionLimits": 0,
"marketWidePositionLimits": 0
}
}
},
{
"metadata": {
"instrumentType": "Index Options",
"expiryDate": "12-Jan-2023",
"optionType": "Put",
"strikePrice": 17900,
"identifier": "OPTIDXNIFTY12-01-2023PE17900.00",
"openPrice": 15,
"highPrice": 44.05,
"lowPrice": 15,
"closePrice": 0,
"prevClose": 20.85,
"lastPrice": 35.9,
"change": 15.049999999999997,
"pChange": 72.18225419664267,
"numberOfContractsTraded": 434018,
"totalTurnover": 7488.98
},
"underlyingValue": 18009.95,
"volumeFreezeQuantity": 1801,
"marketDeptOrderBook": {
"totalBuyQuantity": 462350,
"totalSellQuantity": 785050,
"bid": [
{
"price": 35.9,
"quantity": 50
},
{
"price": 35.85,
"quantity": 2750
},
{
"price": 35.8,
"quantity": 6500
},
{
"price": 35.75,
"quantity": 8300
},
{
"price": 35.7,
"quantity": 9850
}
],
"ask": [
{
"price": 35.95,
"quantity": 1250
},
{
"price": 36,
"quantity": 7150
},
{
"price": 36.05,
"quantity": 6650
},
{
"price": 36.1,
"quantity": 7400
},
{
"price": 36.15,
"quantity": 5300
}
],
"carryOfCost": {
"price": {
"bestBuy": 35.9,
"bestSell": 35.95,
"lastPrice": 35.9
},
"carry": {
"bestBuy": -113477.44818746594,
"bestSell": -113452.04804418694,
"lastPrice": -113477.44818746594
}
},
"tradeInfo": {
"tradedVolume": 434018,
"value": 7488.98,
"vmap": 34.51,
"premiumTurnover": 3891950.0805899994,
"openInterest": 111384,
"changeinOpenInterest": 12189,
"pchangeinOpenInterest": 12.287917737789202,
"marketLot": 50
},
"otherInfo": {
"settlementPrice": 0,
"dailyvolatility": 1.06,
"annualisedVolatility": 20.23,
"impliedVolatility": 16.69,
"clientWisePositionLimits": 0,
"marketWidePositionLimits": 0
}
}
},
{
"metadata": {
"instrumentType": "Index Options",
"expiryDate": "12-Jan-2023",
"optionType": "Call",
"strikePrice": 18200,
"identifier": "OPTIDXNIFTY12-01-2023CE18200.00",
"openPrice": 41.65,
"highPrice": 42.75,
"lowPrice": 21.6,
"closePrice": 0,
"prevClose": 42.7,
"lastPrice": 24.4,
"change": -18.300000000000004,
"pChange": -42.85714285714287,
"numberOfContractsTraded": 426341,
"totalTurnover": 5883.51
},
"underlyingValue": 18009.95,
"volumeFreezeQuantity": 1801,
"marketDeptOrderBook": {
"totalBuyQuantity": 716000,
"totalSellQuantity": 1193250,
"bid": [
{
"price": 24.35,
"quantity": 3250
},
{
"price": 24.3,
"quantity": 8700
},
{
"price": 24.25,
"quantity": 6600
},
{
"price": 24.2,
"quantity": 4850
},
{
"price": 24.15,
"quantity": 5500
}
],
"ask": [
{
"price": 24.45,
"quantity": 450
},
{
"price": 24.5,
"quantity": 6650
},
{
"price": 24.55,
"quantity": 8250
},
{
"price": 24.6,
"quantity": 7700
},
{
"price": 24.65,
"quantity": 5500
}
],
"carryOfCost": {
"price": {
"bestBuy": 24.35,
"bestSell": 24.45,
"lastPrice": 24.4
},
"carry": {
"bestBuy": -120562.19757633876,
"bestSell": -120487.40238967963,
"lastPrice": -120524.7616657761
}
},
"tradeInfo": {
"tradedVolume": 426341,
"value": 5883.51,
"vmap": 27.6,
"premiumTurnover": 3885586.6057999996,
"openInterest": 169875,
"changeinOpenInterest": 38807,
"pchangeinOpenInterest": 29.608294930875577,
"marketLot": 50
},
"otherInfo": {
"settlementPrice": 0,
"dailyvolatility": 1.06,
"annualisedVolatility": 20.23,
"impliedVolatility": 15.4,
"clientWisePositionLimits": 0,
"marketWidePositionLimits": 0
}
}
},
{
"metadata": {
"instrumentType": "Index Options",
"expiryDate": "12-Jan-2023",
"optionType": "Put",
"strikePrice": 18050,
"identifier": "OPTIDXNIFTY12-01-2023PE18050.00",
"openPrice": 48.2,
"highPrice": 105.9,
"lowPrice": 45.7,
"closePrice": 0,
"prevClose": 56,
"lastPrice": 91.05,
"change": 35.05,
"pChange": 62.589285714285715,
"numberOfContractsTraded": 387013,
"totalTurnover": 16736.38
},
"underlyingValue": 18009.95,
"volumeFreezeQuantity": 1801,
"marketDeptOrderBook": {
"totalBuyQuantity": 267750,
"totalSellQuantity": 430550,
"bid": [
{
"price": 90.85,
"quantity": 100
},
{
"price": 90.8,
"quantity": 950
},
{
"price": 90.75,
"quantity": 1550
},
{
"price": 90.7,
"quantity": 2250
},
{
"price": 90.65,
"quantity": 1850
}
],
"ask": [
{
"price": 91,
"quantity": 300
},
{
"price": 91.05,
"quantity": 2000
},
{
"price": 91.1,
"quantity": 3400
},
{
"price": 91.15,
"quantity": 3350
},
{
"price": 91.2,
"quantity": 1800
}
],
"carryOfCost": {
"price": {
"bestBuy": 90.85,
"bestSell": 91,
"lastPrice": 91.05
},
"carry": {
"bestBuy": -96532.82507436592,
"bestSell": -96502.71783630319,
"lastPrice": -96492.69311756719
}
},
"tradeInfo": {
"tradedVolume": 387013,
"value": 16736.38,
"vmap": 86.49,
"premiumTurnover": 3509528.7021850008,
"openInterest": 58445,
"changeinOpenInterest": 27413,
"pchangeinOpenInterest": 88.33784480536221,
"marketLot": 50
},
"otherInfo": {
"settlementPrice": 0,
"dailyvolatility": 1.06,
"annualisedVolatility": 20.23,
"impliedVolatility": 16.06,
"clientWisePositionLimits": 0,
"marketWidePositionLimits": 0
}
}
},
{
"metadata": {
"instrumentType": "Index Options",
"expiryDate": "12-Jan-2023",
"optionType": "Call",
"strikePrice": 18000,
"identifier": "OPTIDXNIFTY12-01-2023CE18000.00",
"openPrice": 140.3,
"highPrice": 160,
"lowPrice": 90.25,
"closePrice": 0,
"prevClose": 149.9,
"lastPrice": 101.6,
"change": -48.30000000000001,
"pChange": -32.22148098732489,
"numberOfContractsTraded": 383923,
"totalTurnover": 20305.69
},
"underlyingValue": 18009.95,
"volumeFreezeQuantity": 1801,
"marketDeptOrderBook": {
"totalBuyQuantity": 702250,
"totalSellQuantity": 771250,
"bid": [
{
"price": 101.5,
"quantity": 200
},
{
"price": 101.45,
"quantity": 1550
},
{
"price": 101.4,
"quantity": 1850
},
{
"price": 101.35,
"quantity": 700
},
{
"price": 101.3,
"quantity": 1700
}
],
"ask": [
{
"price": 101.7,
"quantity": 250
},
{
"price": 101.75,
"quantity": 1200
},
{
"price": 101.8,
"quantity": 850
},
{
"price": 101.85,
"quantity": 550
},
{
"price": 101.9,
"quantity": 1350
}
],
"carryOfCost": {
"price": {
"bestBuy": 101.5,
"bestSell": 101.7,
"lastPrice": 101.6
},
"carry": {
"bestBuy": -94509.83075794208,
"bestSell": -94473.90554949081,
"lastPrice": -94491.85931385074
}
},
"tradeInfo": {
"tradedVolume": 383923,
"value": 20305.69,
"vmap": 105.78,
"premiumTurnover": 3475612.68747,
"openInterest": 170371,
"changeinOpenInterest": 50248,
"pchangeinOpenInterest": 41.830457114790676,
"marketLot": 50
},
"otherInfo": {
"settlementPrice": 0,
"dailyvolatility": 1.06,
"annualisedVolatility": 20.23,
"impliedVolatility": 15.64,
"clientWisePositionLimits": 0,
"marketWidePositionLimits": 0
}
}
},
{
"metadata": {
"instrumentType": "Index Options",
"expiryDate": "12-Jan-2023",
"optionType": "Put",
"strikePrice": 17800,
"identifier": "OPTIDXNIFTY12-01-2023PE17800.00",
"openPrice": 8.8,
"highPrice": 22.9,
"lowPrice": 5.15,
"closePrice": 0,
"prevClose": 11,
"lastPrice": 18.25,
"change": 7.25,
"pChange": 65.9090909090909,
"numberOfContractsTraded": 356586,
"totalTurnover": 3168.27
},
"underlyingValue": 18009.95,
"volumeFreezeQuantity": 1801,
"marketDeptOrderBook": {
"totalBuyQuantity": 590650,
"totalSellQuantity": 723300,
"bid": [
{
"price": 18.25,
"quantity": 4850
},
{
"price": 18.2,
"quantity": 13400
},
{
"price": 18.15,
"quantity": 11450
},
{
"price": 18.1,
"quantity": 12050
},
{
"price": 18.05,
"quantity": 8500
}
],
"ask": [
{
"price": 18.35,
"quantity": 11850
},
{
"price": 18.4,
"quantity": 10600
},
{
"price": 18.45,
"quantity": 7800
},
{
"price": 18.5,
"quantity": 8650
},
{
"price": 18.55,
"quantity": 4550
}
],
"carryOfCost": {
"price": {
"bestBuy": 18.25,
"bestSell": 18.35,
"lastPrice": 18.25
},
"carry": {
"bestBuy": -125824.89111971555,
"bestSell": -125725.16409560014,
"lastPrice": -125824.89111971555
}
},
"tradeInfo": {
"tradedVolume": 356586,
"value": 3168.27,
"vmap": 17.77,
"premiumTurnover": 3176783.66661,
"openInterest": 130422,
"changeinOpenInterest": 11645,
"pchangeinOpenInterest": 9.804086649772263,
"marketLot": 50
},
"otherInfo": {
"settlementPrice": 0,
"dailyvolatility": 1.06,
"annualisedVolatility": 20.23,
"impliedVolatility": 17.37,
"clientWisePositionLimits": 0,
"marketWidePositionLimits": 0
}
}
},
{
"metadata": {
"instrumentType": "Index Options",
"expiryDate": "12-Jan-2023",
"optionType": "Call",
"strikePrice": 18300,
"identifier": "OPTIDXNIFTY12-01-2023CE18300.00",
"openPrice": 15.9,
"highPrice": 18,
"lowPrice": 9.3,
"closePrice": 0,
"prevClose": 17.7,
"lastPrice": 10.3,
"change": -7.399999999999999,
"pChange": -41.807909604519764,
"numberOfContractsTraded": 356104,
"totalTurnover": 2058.28
},
"underlyingValue": 18009.95,
"volumeFreezeQuantity": 1801,
"marketDeptOrderBook": {
"totalBuyQuantity": 607000,
"totalSellQuantity": 824750,
"bid": [
{
"price": 10.25,
"quantity": 2850
},
{
"price": 10.2,
"quantity": 11300
},
{
"price": 10.15,
"quantity": 17350
},
{
"price": 10.1,
"quantity": 12200
},
{
"price": 10.05,
"quantity": 12400
}
],
"ask": [
{
"price": 10.3,
"quantity": 7000
},
{
"price": 10.35,
"quantity": 14750
},
{
"price": 10.4,
"quantity": 14250
},
{
"price": 10.45,
"quantity": 12450
},
{
"price": 10.5,
"quantity": 18900
}
],
"carryOfCost": {
"price": {
"bestBuy": 10.25,
"bestSell": 10.3,
"lastPrice": 10.3
},
"carry": {
"bestBuy": -136353.0857033201,
"bestSell": -136264.27774218618,
"lastPrice": -136264.27774218618
}
},
"tradeInfo": {
"tradedVolume": 356104,
"value": 2058.28,
"vmap": 11.56,
"premiumTurnover": 3260409.88112,
"openInterest": 153503,
"changeinOpenInterest": 10274,
"pchangeinOpenInterest": 7.173128346912986,
"marketLot": 50
},
"otherInfo": {
"settlementPrice": 0,
"dailyvolatility": 1.06,
"annualisedVolatility": 20.23,
"impliedVolatility": 15.76,
"clientWisePositionLimits": 0,
"marketWidePositionLimits": 0
}
}
},
{
"metadata": {
"instrumentType": "Index Options",
"expiryDate": "12-Jan-2023",
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}
2023-01-10 15:22:51 [TestNG-tests-1] INFO Util:44 - New File saved to path : /Users/saini/nseOptionData/log/12Jan2023/10Jan1522_NIFTY_18100.json
17750
put Volume for 17750 strikePrice : 126286
Call Volume for 17750 strikePrice : 1367
2023-01-10 15:22:51 [TestNG-tests-1] DEBUG ParseJsonData:185 - 17750 : call and put Data Found
17800
put Volume for 17800 strikePrice : 356586
Call Volume for 17800 strikePrice : 17049
2023-01-10 15:22:51 [TestNG-tests-1] DEBUG ParseJsonData:185 - 17800 : call and put Data Found
17850
put Volume for 17850 strikePrice : 193762
Call Volume for 17850 strikePrice : 9399
2023-01-10 15:22:51 [TestNG-tests-1] DEBUG ParseJsonData:185 - 17850 : call and put Data Found
17900
put Volume for 17900 strikePrice : 434018
Call Volume for 17900 strikePrice : 66134
2023-01-10 15:22:51 [TestNG-tests-1] DEBUG ParseJsonData:185 - 17900 : call and put Data Found
17950
put Volume for 17950 strikePrice : 348841
Call Volume for 17950 strikePrice : 51947
2023-01-10 15:22:51 [TestNG-tests-1] DEBUG ParseJsonData:185 - 17950 : call and put Data Found
18000
put Volume for 18000 strikePrice : 877818
Call Volume for 18000 strikePrice : 383923
2023-01-10 15:22:51 [TestNG-tests-1] DEBUG ParseJsonData:185 - 18000 : call and put Data Found
18050
put Volume for 18050 strikePrice : 387013
Call Volume for 18050 strikePrice : 283831
2023-01-10 15:22:51 [TestNG-tests-1] DEBUG ParseJsonData:185 - 18050 : call and put Data Found
18100
Call Volume for 18100 strikePrice : 586589
put Volume for 18100 strikePrice : 490366
2023-01-10 15:22:51 [TestNG-tests-1] DEBUG ParseJsonData:185 - 18100 : call and put Data Found
18150
Call Volume for 18150 strikePrice : 258428
put Volume for 18150 strikePrice : 126711
2023-01-10 15:22:51 [TestNG-tests-1] DEBUG ParseJsonData:185 - 18150 : call and put Data Found
18200
Call Volume for 18200 strikePrice : 426341
put Volume for 18200 strikePrice : 174188
2023-01-10 15:22:51 [TestNG-tests-1] DEBUG ParseJsonData:185 - 18200 : call and put Data Found
18250
Call Volume for 18250 strikePrice : 226123
put Volume for 18250 strikePrice : 26050
2023-01-10 15:22:51 [TestNG-tests-1] DEBUG ParseJsonData:185 - 18250 : call and put Data Found
18300
Call Volume for 18300 strikePrice : 356104
put Volume for 18300 strikePrice : 28810
2023-01-10 15:22:51 [TestNG-tests-1] DEBUG ParseJsonData:185 - 18300 : call and put Data Found
18350
Call Volume for 18350 strikePrice : 169274
put Volume for 18350 strikePrice : 3037
2023-01-10 15:22:51 [TestNG-tests-1] DEBUG ParseJsonData:185 - 18350 : call and put Data Found
18400
Call Volume for 18400 strikePrice : 227053
put Volume for 18400 strikePrice : 4215
2023-01-10 15:22:51 [TestNG-tests-1] DEBUG ParseJsonData:185 - 18400 : call and put Data Found
18450
Call Volume for 18450 strikePrice : 89856
put Volume for 18450 strikePrice : 692
2023-01-10 15:22:51 [TestNG-tests-1] DEBUG ParseJsonData:185 - 18450 : call and put Data Found
2023-01-10 15:22:51 [TestNG-tests-1] DEBUG ParseJsonData:192 - CallData : {18400=DerivativeData(volume=227053, changeInOPenInterest=3404, vwap=5.05, ltp=4.55), 18050=DerivativeData(volume=283831, changeInOPenInterest=46974, vwap=79.94, ltp=75.0), 18150=DerivativeData(volume=258428, changeInOPenInterest=23308, vwap=40.81, ltp=36.85), 17800=DerivativeData(volume=17049, changeInOPenInterest=1407, vwap=257.03, ltp=251.8), 18250=DerivativeData(volume=226123, changeInOPenInterest=20196, vwap=17.65, ltp=15.75), 17900=DerivativeData(volume=66134, changeInOPenInterest=8332, vwap=173.62, ltp=169.9), 18350=DerivativeData(volume=169274, changeInOPenInterest=7704, vwap=7.29, ltp=6.55), 18000=DerivativeData(volume=383923, changeInOPenInterest=50248, vwap=105.78, ltp=101.6), 18450=DerivativeData(volume=89856, changeInOPenInterest=-273, vwap=3.65, ltp=3.35), 18100=DerivativeData(volume=586589, changeInOPenInterest=66661, vwap=58.26, ltp=53.3), 17750=DerivativeData(volume=1367, changeInOPenInterest=62, vwap=306.74, ltp=295.6), 18200=DerivativeData(volume=426341, changeInOPenInterest=38807, vwap=27.6, ltp=24.4), 17850=DerivativeData(volume=9399, changeInOPenInterest=1233, vwap=211.65, ltp=209.2), 18300=DerivativeData(volume=356104, changeInOPenInterest=10274, vwap=11.56, ltp=10.3), 17950=DerivativeData(volume=51947, changeInOPenInterest=6696, vwap=138.3, ltp=133.7)}
2023-01-10 15:22:51 [TestNG-tests-1] DEBUG ParseJsonData:193 - PutData : {18400=DerivativeData(volume=4215, changeInOPenInterest=742, vwap=359.9, ltp=370.0), 18050=DerivativeData(volume=387013, changeInOPenInterest=27413, vwap=86.49, ltp=91.05), 18150=DerivativeData(volume=126711, changeInOPenInterest=4309, vwap=143.45, ltp=152.45), 17800=DerivativeData(volume=356586, changeInOPenInterest=11645, vwap=17.77, ltp=18.25), 18250=DerivativeData(volume=26050, changeInOPenInterest=1692, vwap=218.07, ltp=231.45), 17900=DerivativeData(volume=434018, changeInOPenInterest=12189, vwap=34.51, ltp=35.9), 18350=DerivativeData(volume=3037, changeInOPenInterest=653, vwap=304.3, ltp=323.0), 18000=DerivativeData(volume=877818, changeInOPenInterest=28825, vwap=65.11, ltp=68.0), 18450=DerivativeData(volume=692, changeInOPenInterest=267, vwap=407.73, ltp=418.95), 18100=DerivativeData(volume=490366, changeInOPenInterest=1289, vwap=112.22, ltp=119.45), 17750=DerivativeData(volume=126286, changeInOPenInterest=8184, vwap=13.0, ltp=13.15), 18200=DerivativeData(volume=174188, changeInOPenInterest=7707, vwap=181.56, ltp=190.15), 17850=DerivativeData(volume=193762, changeInOPenInterest=7116, vwap=24.44, ltp=25.4), 18300=DerivativeData(volume=28810, changeInOPenInterest=3598, vwap=267.42, ltp=276.1), 17950=DerivativeData(volume=348841, changeInOPenInterest=9435, vwap=48.25, ltp=49.75)}
2023-01-10 15:22:53 [TestNG-tests-1] DEBUG ParseJsonData:88 - call market data : {19200=MarketDirectionData(changeInOPenInterest=927), 18050=MarketDirectionData(changeInOPenInterest=46974), 20100=MarketDirectionData(changeInOPenInterest=-39), 16900=MarketDirectionData(changeInOPenInterest=0), 18950=MarketDirectionData(changeInOPenInterest=187), 17800=MarketDirectionData(changeInOPenInterest=1407), 19850=MarketDirectionData(changeInOPenInterest=-19), 16650=MarketDirectionData(changeInOPenInterest=0), 18700=MarketDirectionData(changeInOPenInterest=-15821), 17550=MarketDirectionData(changeInOPenInterest=2), 19600=MarketDirectionData(changeInOPenInterest=27), 16400=MarketDirectionData(changeInOPenInterest=0), 18450=MarketDirectionData(changeInOPenInterest=-273), 17300=MarketDirectionData(changeInOPenInterest=0), 19350=MarketDirectionData(changeInOPenInterest=-12), 18200=MarketDirectionData(changeInOPenInterest=38807), 20250=MarketDirectionData(changeInOPenInterest=73), 17050=MarketDirectionData(changeInOPenInterest=0), 19100=MarketDirectionData(changeInOPenInterest=-243), 17950=MarketDirectionData(changeInOPenInterest=6696), 20000=MarketDirectionData(changeInOPenInterest=-7533), 16800=MarketDirectionData(changeInOPenInterest=0), 18850=MarketDirectionData(changeInOPenInterest=-364), 17700=MarketDirectionData(changeInOPenInterest=-76), 19750=MarketDirectionData(changeInOPenInterest=3), 16550=MarketDirectionData(changeInOPenInterest=0), 18600=MarketDirectionData(changeInOPenInterest=-7277), 17450=MarketDirectionData(changeInOPenInterest=0), 19500=MarketDirectionData(changeInOPenInterest=1028), 16300=MarketDirectionData(changeInOPenInterest=0), 18350=MarketDirectionData(changeInOPenInterest=7704), 17200=MarketDirectionData(changeInOPenInterest=0), 19250=MarketDirectionData(changeInOPenInterest=215), 18100=MarketDirectionData(changeInOPenInterest=66661), 20150=MarketDirectionData(changeInOPenInterest=4), 16950=MarketDirectionData(changeInOPenInterest=0), 19000=MarketDirectionData(changeInOPenInterest=573), 17850=MarketDirectionData(changeInOPenInterest=1233), 19900=MarketDirectionData(changeInOPenInterest=3), 16700=MarketDirectionData(changeInOPenInterest=0), 18750=MarketDirectionData(changeInOPenInterest=442), 17600=MarketDirectionData(changeInOPenInterest=194), 19650=MarketDirectionData(changeInOPenInterest=-15), 16450=MarketDirectionData(changeInOPenInterest=0), 18500=MarketDirectionData(changeInOPenInterest=10301), 17350=MarketDirectionData(changeInOPenInterest=0), 19400=MarketDirectionData(changeInOPenInterest=580), 18250=MarketDirectionData(changeInOPenInterest=20196), 20300=MarketDirectionData(changeInOPenInterest=138), 17100=MarketDirectionData(changeInOPenInterest=0), 19150=MarketDirectionData(changeInOPenInterest=-25), 18000=MarketDirectionData(changeInOPenInterest=0), 20050=MarketDirectionData(changeInOPenInterest=7), 16850=MarketDirectionData(changeInOPenInterest=0), 18900=MarketDirectionData(changeInOPenInterest=-2583), 17750=MarketDirectionData(changeInOPenInterest=62), 19800=MarketDirectionData(changeInOPenInterest=54), 16600=MarketDirectionData(changeInOPenInterest=0), 18650=MarketDirectionData(changeInOPenInterest=-173), 17500=MarketDirectionData(changeInOPenInterest=120), 19550=MarketDirectionData(changeInOPenInterest=1), 16350=MarketDirectionData(changeInOPenInterest=0), 18400=MarketDirectionData(changeInOPenInterest=3404), 17250=MarketDirectionData(changeInOPenInterest=0), 19300=MarketDirectionData(changeInOPenInterest=1523), 18150=MarketDirectionData(changeInOPenInterest=23308), 17000=MarketDirectionData(changeInOPenInterest=-11), 20200=MarketDirectionData(changeInOPenInterest=11), 19050=MarketDirectionData(changeInOPenInterest=559), 17900=MarketDirectionData(changeInOPenInterest=8332), 19950=MarketDirectionData(changeInOPenInterest=-4), 16750=MarketDirectionData(changeInOPenInterest=0), 18800=MarketDirectionData(changeInOPenInterest=2575), 17650=MarketDirectionData(changeInOPenInterest=-2), 19700=MarketDirectionData(changeInOPenInterest=-29), 16500=MarketDirectionData(changeInOPenInterest=0), 18550=MarketDirectionData(changeInOPenInterest=1824), 17400=MarketDirectionData(changeInOPenInterest=-12), 19450=MarketDirectionData(changeInOPenInterest=-27), 18300=MarketDirectionData(changeInOPenInterest=10274), 17150=MarketDirectionData(changeInOPenInterest=0)}
2023-01-10 15:22:53 [TestNG-tests-1] DEBUG ParseJsonData:89 - put market data : {19200=MarketDirectionData(changeInOPenInterest=0), 18050=MarketDirectionData(changeInOPenInterest=27413), 16900=MarketDirectionData(changeInOPenInterest=5781), 20100=MarketDirectionData(changeInOPenInterest=0), 18950=MarketDirectionData(changeInOPenInterest=0), 17800=MarketDirectionData(changeInOPenInterest=11645), 16650=MarketDirectionData(changeInOPenInterest=788), 19850=MarketDirectionData(changeInOPenInterest=0), 18700=MarketDirectionData(changeInOPenInterest=0), 17550=MarketDirectionData(changeInOPenInterest=2589), 16400=MarketDirectionData(changeInOPenInterest=-1), 19600=MarketDirectionData(changeInOPenInterest=0), 18450=MarketDirectionData(changeInOPenInterest=267), 17300=MarketDirectionData(changeInOPenInterest=6024), 19350=MarketDirectionData(changeInOPenInterest=0), 18200=MarketDirectionData(changeInOPenInterest=7707), 17050=MarketDirectionData(changeInOPenInterest=1246), 20250=MarketDirectionData(changeInOPenInterest=0), 19100=MarketDirectionData(changeInOPenInterest=0), 17950=MarketDirectionData(changeInOPenInterest=9435), 16800=MarketDirectionData(changeInOPenInterest=4395), 20000=MarketDirectionData(changeInOPenInterest=0), 18850=MarketDirectionData(changeInOPenInterest=0), 17700=MarketDirectionData(changeInOPenInterest=8706), 16550=MarketDirectionData(changeInOPenInterest=31), 19750=MarketDirectionData(changeInOPenInterest=0), 18600=MarketDirectionData(changeInOPenInterest=-46), 17450=MarketDirectionData(changeInOPenInterest=-863), 16300=MarketDirectionData(changeInOPenInterest=415), 19500=MarketDirectionData(changeInOPenInterest=0), 18350=MarketDirectionData(changeInOPenInterest=653), 17200=MarketDirectionData(changeInOPenInterest=2478), 19250=MarketDirectionData(changeInOPenInterest=0), 18100=MarketDirectionData(changeInOPenInterest=1289), 16950=MarketDirectionData(changeInOPenInterest=1239), 20150=MarketDirectionData(changeInOPenInterest=0), 19000=MarketDirectionData(changeInOPenInterest=-4), 17850=MarketDirectionData(changeInOPenInterest=7116), 16700=MarketDirectionData(changeInOPenInterest=3671), 19900=MarketDirectionData(changeInOPenInterest=0), 18750=MarketDirectionData(changeInOPenInterest=0), 17600=MarketDirectionData(changeInOPenInterest=6637), 16450=MarketDirectionData(changeInOPenInterest=90), 19650=MarketDirectionData(changeInOPenInterest=0), 18500=MarketDirectionData(changeInOPenInterest=188), 17350=MarketDirectionData(changeInOPenInterest=1745), 19400=MarketDirectionData(changeInOPenInterest=4), 18250=MarketDirectionData(changeInOPenInterest=1692), 17100=MarketDirectionData(changeInOPenInterest=2469), 20300=MarketDirectionData(changeInOPenInterest=0), 19150=MarketDirectionData(changeInOPenInterest=0), 18000=MarketDirectionData(changeInOPenInterest=0), 16850=MarketDirectionData(changeInOPenInterest=1585), 20050=MarketDirectionData(changeInOPenInterest=0), 18900=MarketDirectionData(changeInOPenInterest=107), 17750=MarketDirectionData(changeInOPenInterest=8184), 16600=MarketDirectionData(changeInOPenInterest=88), 19800=MarketDirectionData(changeInOPenInterest=0), 18650=MarketDirectionData(changeInOPenInterest=2), 17500=MarketDirectionData(changeInOPenInterest=-2156), 16350=MarketDirectionData(changeInOPenInterest=27), 19550=MarketDirectionData(changeInOPenInterest=0), 18400=MarketDirectionData(changeInOPenInterest=742), 17250=MarketDirectionData(changeInOPenInterest=877), 19300=MarketDirectionData(changeInOPenInterest=0), 18150=MarketDirectionData(changeInOPenInterest=4309), 17000=MarketDirectionData(changeInOPenInterest=313), 20200=MarketDirectionData(changeInOPenInterest=0), 19050=MarketDirectionData(changeInOPenInterest=0), 17900=MarketDirectionData(changeInOPenInterest=12189), 16750=MarketDirectionData(changeInOPenInterest=1693), 19950=MarketDirectionData(changeInOPenInterest=0), 18800=MarketDirectionData(changeInOPenInterest=-2), 17650=MarketDirectionData(changeInOPenInterest=3000), 16500=MarketDirectionData(changeInOPenInterest=3298), 19700=MarketDirectionData(changeInOPenInterest=0), 18550=MarketDirectionData(changeInOPenInterest=6), 17400=MarketDirectionData(changeInOPenInterest=4114), 19450=MarketDirectionData(changeInOPenInterest=0), 18300=MarketDirectionData(changeInOPenInterest=3598), 17150=MarketDirectionData(changeInOPenInterest=2938)}
2023-01-10 15:22:53 [TestNG-tests-1] DEBUG ExtractDerivativeData:124 - putDataMap.size 15
2023-01-10 15:22:53 [TestNG-tests-1] DEBUG ExtractDerivativeData:125 - callDataMap.size 15
2023-01-10 15:22:53 [TestNG-tests-1] DEBUG ExtractDerivativeData:126 - marketCallDirectionDataMap.size 81
2023-01-10 15:22:53 [TestNG-tests-1] DEBUG ExtractDerivativeData:127 - marketPutDirectionDataMap.size 81
worksheet found for 17750
2023-01-10 15:22:54 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 17750
2023-01-10 15:22:54 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 17750 : call changeInOPenInterest : 62
2023-01-10 15:22:54 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 17750 : put changeInOPenInterest : 8184
2023-01-10 15:22:54 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 17750 : callData.vwap : 306.74
2023-01-10 15:22:54 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 17750 : putData.vwap : 13.0
2023-01-10 15:22:54 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 17750 : callData.ltp : 295.6
2023-01-10 15:22:54 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 17750 : putData.ltp : 13.15
2023-01-10 15:22:54 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 17750 : callData.volume : 1367
2023-01-10 15:22:54 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 17750 : putData.volume : 126286
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 17750 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
worksheet found for 17800
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 17800
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 17800 : call changeInOPenInterest : 1407
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 17800 : put changeInOPenInterest : 11645
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 17800 : callData.vwap : 257.03
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 17800 : putData.vwap : 17.77
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 17800 : callData.ltp : 251.8
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 17800 : putData.ltp : 18.25
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 17800 : callData.volume : 17049
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 17800 : putData.volume : 356586
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 17800 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
worksheet found for 17850
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 17850
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 17850 : call changeInOPenInterest : 1233
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 17850 : put changeInOPenInterest : 7116
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 17850 : callData.vwap : 211.65
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 17850 : putData.vwap : 24.44
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 17850 : callData.ltp : 209.2
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 17850 : putData.ltp : 25.4
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 17850 : callData.volume : 9399
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 17850 : putData.volume : 193762
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 17850 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
worksheet found for 17900
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 17900
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 17900 : call changeInOPenInterest : 8332
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 17900 : put changeInOPenInterest : 12189
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 17900 : callData.vwap : 173.62
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 17900 : putData.vwap : 34.51
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 17900 : callData.ltp : 169.9
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 17900 : putData.ltp : 35.9
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 17900 : callData.volume : 66134
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 17900 : putData.volume : 434018
2023-01-10 15:22:55 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 17900 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
worksheet found for 17950
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 17950
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 17950 : call changeInOPenInterest : 6696
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 17950 : put changeInOPenInterest : 9435
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 17950 : callData.vwap : 138.3
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 17950 : putData.vwap : 48.25
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 17950 : callData.ltp : 133.7
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 17950 : putData.ltp : 49.75
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 17950 : callData.volume : 51947
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 17950 : putData.volume : 348841
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 17950 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
worksheet found for 18000
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 18000
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 18000 : call changeInOPenInterest : 50248
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 18000 : put changeInOPenInterest : 28825
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 18000 : callData.vwap : 105.78
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 18000 : putData.vwap : 65.11
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 18000 : callData.ltp : 101.6
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 18000 : putData.ltp : 68.0
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 18000 : callData.volume : 383923
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 18000 : putData.volume : 877818
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 18000 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
worksheet found for 18050
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 18050
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 18050 : call changeInOPenInterest : 46974
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 18050 : put changeInOPenInterest : 27413
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 18050 : callData.vwap : 79.94
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 18050 : putData.vwap : 86.49
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 18050 : callData.ltp : 75.0
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 18050 : putData.ltp : 91.05
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 18050 : callData.volume : 283831
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 18050 : putData.volume : 387013
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 18050 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
worksheet found for 18100
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 18100
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 18100 : call changeInOPenInterest : 66661
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 18100 : put changeInOPenInterest : 1289
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 18100 : callData.vwap : 58.26
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 18100 : putData.vwap : 112.22
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 18100 : callData.ltp : 53.3
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 18100 : putData.ltp : 119.45
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 18100 : callData.volume : 586589
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 18100 : putData.volume : 490366
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 18100 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
worksheet found for 18150
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 18150
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 18150 : call changeInOPenInterest : 23308
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 18150 : put changeInOPenInterest : 4309
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 18150 : callData.vwap : 40.81
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 18150 : putData.vwap : 143.45
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 18150 : callData.ltp : 36.85
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 18150 : putData.ltp : 152.45
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 18150 : callData.volume : 258428
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 18150 : putData.volume : 126711
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 18150 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
worksheet found for 18200
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 18200
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 18200 : call changeInOPenInterest : 38807
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 18200 : put changeInOPenInterest : 7707
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 18200 : callData.vwap : 27.6
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 18200 : putData.vwap : 181.56
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 18200 : callData.ltp : 24.4
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 18200 : putData.ltp : 190.15
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 18200 : callData.volume : 426341
2023-01-10 15:22:56 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 18200 : putData.volume : 174188
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 18200 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
worksheet found for 18250
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 18250
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 18250 : call changeInOPenInterest : 20196
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 18250 : put changeInOPenInterest : 1692
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 18250 : callData.vwap : 17.65
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 18250 : putData.vwap : 218.07
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 18250 : callData.ltp : 15.75
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 18250 : putData.ltp : 231.45
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 18250 : callData.volume : 226123
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 18250 : putData.volume : 26050
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 18250 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
worksheet found for 18300
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 18300
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 18300 : call changeInOPenInterest : 10274
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 18300 : put changeInOPenInterest : 3598
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 18300 : callData.vwap : 11.56
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 18300 : putData.vwap : 267.42
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 18300 : callData.ltp : 10.3
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 18300 : putData.ltp : 276.1
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 18300 : callData.volume : 356104
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 18300 : putData.volume : 28810
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 18300 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
worksheet found for 18350
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 18350
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 18350 : call changeInOPenInterest : 7704
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 18350 : put changeInOPenInterest : 653
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 18350 : callData.vwap : 7.29
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 18350 : putData.vwap : 304.3
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 18350 : callData.ltp : 6.55
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 18350 : putData.ltp : 323.0
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 18350 : callData.volume : 169274
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 18350 : putData.volume : 3037
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 18350 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
worksheet found for 18400
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 18400
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 18400 : call changeInOPenInterest : 3404
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 18400 : put changeInOPenInterest : 742
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 18400 : callData.vwap : 5.05
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 18400 : putData.vwap : 359.9
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 18400 : callData.ltp : 4.55
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 18400 : putData.ltp : 370.0
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 18400 : callData.volume : 227053
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 18400 : putData.volume : 4215
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 18400 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
worksheet found for 18450
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 18450
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 18450 : call changeInOPenInterest : -273
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 18450 : put changeInOPenInterest : 267
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 18450 : callData.vwap : 3.65
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 18450 : putData.vwap : 407.73
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 18450 : callData.ltp : 3.35
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 18450 : putData.ltp : 418.95
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 18450 : callData.volume : 89856
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 18450 : putData.volume : 692
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 18450 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
2023-01-10 15:22:57 [TestNG-tests-1] DEBUG ExcelFileWriter:283 - Retrieving Sheet: INTRADAY_DATA_18100
key value in callDataMap 18400OI change value in callDataMap after adding 3404 = 3404.0Volume change in callDataMap after adding 227053 = 227053.0key value in callDataMap 18050OI change value in callDataMap after adding 46974 = 50378.0Volume change in callDataMap after adding 283831 = 510884.0key value in callDataMap 18150OI change value in callDataMap after adding 23308 = 73686.0Volume change in callDataMap after adding 258428 = 769312.0key value in callDataMap 17800OI change value in callDataMap after adding 1407 = 75093.0Volume change in callDataMap after adding 17049 = 786361.0key value in callDataMap 18250OI change value in callDataMap after adding 20196 = 95289.0Volume change in callDataMap after adding 226123 = 1012484.0key value in callDataMap 17900OI change value in callDataMap after adding 8332 = 103621.0Volume change in callDataMap after adding 66134 = 1078618.0key value in callDataMap 18350OI change value in callDataMap after adding 7704 = 111325.0Volume change in callDataMap after adding 169274 = 1247892.0key value in callDataMap 18000OI change value in callDataMap after adding 50248 = 161573.0Volume change in callDataMap after adding 383923 = 1631815.0key value in callDataMap 18450OI change value in callDataMap after adding -273 = 161300.0Volume change in callDataMap after adding 89856 = 1721671.0key value in callDataMap 18100OI change value in callDataMap after adding 66661 = 227961.0Volume change in callDataMap after adding 586589 = 2308260.0key value in callDataMap 17750OI change value in callDataMap after adding 62 = 228023.0Volume change in callDataMap after adding 1367 = 2309627.0key value in callDataMap 18200OI change value in callDataMap after adding 38807 = 266830.0Volume change in callDataMap after adding 426341 = 2735968.0key value in callDataMap 17850OI change value in callDataMap after adding 1233 = 268063.0Volume change in callDataMap after adding 9399 = 2745367.0key value in callDataMap 18300OI change value in callDataMap after adding 10274 = 278337.0Volume change in callDataMap after adding 356104 = 3101471.0key value in callDataMap 17950OI change value in callDataMap after adding 6696 = 285033.0Volume change in callDataMap after adding 51947 = 3153418.0key value in putDataMap 18400value in putDataMap after adding 742 = 742.0Volume change in callDataMap after adding 4215 = 4215.0key value in putDataMap 18050value in putDataMap after adding 27413 = 28155.0Volume change in callDataMap after adding 387013 = 391228.0key value in putDataMap 18150value in putDataMap after adding 4309 = 32464.0Volume change in callDataMap after adding 126711 = 517939.0key value in putDataMap 17800value in putDataMap after adding 11645 = 44109.0Volume change in callDataMap after adding 356586 = 874525.0key value in putDataMap 18250value in putDataMap after adding 1692 = 45801.0Volume change in callDataMap after adding 26050 = 900575.0key value in putDataMap 17900value in putDataMap after adding 12189 = 57990.0Volume change in callDataMap after adding 434018 = 1334593.0key value in putDataMap 18350value in putDataMap after adding 653 = 58643.0Volume change in callDataMap after adding 3037 = 1337630.0key value in putDataMap 18000value in putDataMap after adding 28825 = 87468.0Volume change in callDataMap after adding 877818 = 2215448.0key value in putDataMap 18450value in putDataMap after adding 267 = 87735.0Volume change in callDataMap after adding 692 = 2216140.0key value in putDataMap 18100value in putDataMap after adding 1289 = 89024.0Volume change in callDataMap after adding 490366 = 2706506.0key value in putDataMap 17750value in putDataMap after adding 8184 = 97208.0Volume change in callDataMap after adding 126286 = 2832792.0key value in putDataMap 18200value in putDataMap after adding 7707 = 104915.0Volume change in callDataMap after adding 174188 = 3006980.0key value in putDataMap 17850value in putDataMap after adding 7116 = 112031.0Volume change in callDataMap after adding 193762 = 3200742.0key value in putDataMap 18300value in putDataMap after adding 3598 = 115629.0Volume change in callDataMap after adding 28810 = 3229552.0key value in putDataMap 17950value in putDataMap after adding 9435 = 125064.0Volume change in callDataMap after adding 348841 = 3578393.02023-01-10 15:22:58 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 18100 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
worksheet found for RAW_DATA
2023-01-10 15:22:58 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 18100 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
2023-01-10 15:22:58 [TestNG-tests-1] DEBUG ExcelFileWriter:620 - [1, 2]
2023-01-10 15:22:58 [TestNG-tests-1] DEBUG ExcelFileWriter:675 - ENTRY 1; TIME : 1457; Strike price : 18100; Total Call Volume : 112750; Total Put Volume : 98096
2023-01-10 15:22:58 [TestNG-tests-1] DEBUG ExcelFileWriter:675 - ENTRY 2; TIME : 1522; Strike price : 18100; Total Call Volume : 231576; Total Put Volume : 106936
2023-01-10 15:22:58 [TestNG-tests-1] DEBUG ExcelFileWriter:732 - Retrieving Sheet: MARKET_DIRECTION
2023-01-10 15:22:58 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 18100 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
2023-01-10 15:22:58 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 18100 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_NIFTY_18100.xlsx
2023-01-10 15:22:58 [TestNG-tests-1] DEBUG ExtractDerivativeData:84 - optionExpiryDate : 12-Jan-2023
2023-01-10 15:22:58 [TestNG-tests-1] DEBUG ExtractDerivativeData:85 - equitySymbol : BANKNIFTY
2023-01-10 15:22:58 [TestNG-tests-1] DEBUG ExtractDerivativeData:86 - strikePriceStringArray : [42600]
2023-01-10 15:22:58 [TestNG-tests-1] DEBUG ExtractDerivativeData:87 - strikePricePointDifference : 100
2023-01-10 15:22:58 [TestNG-tests-1] DEBUG ExtractDerivativeData:88 - strikePriceVariation : 7
2023-01-10 15:22:58 [TestNG-tests-1] DEBUG ExtractDerivativeData:94 - extracting data; count : 1
2023-01-10 15:22:58 [TestNG-tests-1] DEBUG ExtractDerivativeData:218 - 1 iteration for fetching API data
2023-01-10 15:22:58 [TestNG-tests-1] INFO HttpRequestSpecification:11 - HttpRequestSpecification - getRequestSpecification, creating new http request for NSE request type
2023-01-10 15:22:58 [TestNG-tests-1] DEBUG CookieSync:14 - Returning cookies
2023-01-10 15:22:59 [TestNG-tests-1] DEBUG RequestSpecificationImpl$RestAssuredHttpBuilder:545 - Parsing response as: text/html; charset=utf-8
2023-01-10 15:22:59 [TestNG-tests-1] DEBUG RequestSpecificationImpl$RestAssuredHttpBuilder:548 - Parsed data to instance of: class org.apache.http.conn.EofSensorInputStream
2023-01-10 15:22:59 [TestNG-tests-1] DEBUG ExtractDerivativeData:221 - NSE response code : 200
2023-01-10 15:22:59 [TestNG-tests-1] INFO HttpRequestSpecification:11 - HttpRequestSpecification - getRequestSpecification, creating new http request for DERIVATIVE_EQUITY request type
2023-01-10 15:22:59 [TestNG-tests-1] DEBUG CookieSync:14 - Returning cookies
2023-01-10 15:23:00 [TestNG-tests-1] DEBUG RequestSpecificationImpl$RestAssuredHttpBuilder:545 - Parsing response as: text/html; charset=utf-8
2023-01-10 15:23:00 [TestNG-tests-1] DEBUG RequestSpecificationImpl$RestAssuredHttpBuilder:548 - Parsed data to instance of: class org.apache.http.conn.EofSensorInputStream
2023-01-10 15:23:00 [TestNG-tests-1] DEBUG ExtractDerivativeData:224 - BANKNIFTY derivative response code : 401
2023-01-10 15:23:00 [TestNG-tests-1] DEBUG ExtractDerivativeData:218 - 2 iteration for fetching API data
2023-01-10 15:23:00 [TestNG-tests-1] INFO HttpRequestSpecification:11 - HttpRequestSpecification - getRequestSpecification, creating new http request for NSE request type
2023-01-10 15:23:00 [TestNG-tests-1] DEBUG CookieSync:14 - Returning cookies
2023-01-10 15:23:01 [TestNG-tests-1] DEBUG RequestSpecificationImpl$RestAssuredHttpBuilder:545 - Parsing response as: text/html; charset=utf-8
2023-01-10 15:23:01 [TestNG-tests-1] DEBUG RequestSpecificationImpl$RestAssuredHttpBuilder:548 - Parsed data to instance of: class org.apache.http.conn.EofSensorInputStream
2023-01-10 15:23:01 [TestNG-tests-1] DEBUG ExtractDerivativeData:221 - NSE response code : 200
2023-01-10 15:23:01 [TestNG-tests-1] INFO HttpRequestSpecification:11 - HttpRequestSpecification - getRequestSpecification, creating new http request for DERIVATIVE_EQUITY request type
2023-01-10 15:23:01 [TestNG-tests-1] DEBUG CookieSync:14 - Returning cookies
2023-01-10 15:23:01 [TestNG-tests-1] DEBUG RequestSpecificationImpl$RestAssuredHttpBuilder:545 - Parsing response as: application/json; charset=utf-8
2023-01-10 15:23:01 [TestNG-tests-1] DEBUG RequestSpecificationImpl$RestAssuredHttpBuilder:548 - Parsed data to instance of: class org.apache.http.conn.EofSensorInputStream
2023-01-10 15:23:01 [TestNG-tests-1] DEBUG ExtractDerivativeData:224 - BANKNIFTY derivative response code : 200
2023-01-10 15:23:01 [TestNG-tests-1] INFO Util:26 - Creating directory for storing JSON File:/Users/saini/nseOptionData/log/12Jan2023
{
"info": {
"symbol": "BANKNIFTY",
"companyName": "BANKNIFTY",
"identifier": "none",
"activeSeries": [
],
"debtSeries": [
],
"isFNOSec": true,
"isCASec": false,
"isSLBSec": false,
"isDebtSec": false,
"isSuspended": false
},
"filter": {
"expiryDate": "Invalid date",
"strikePrice": ""
},
"underlyingValue": 42251.5,
"vfq": 901,
"fut_timestamp": "10-Jan-2023 09:52:18",
"opt_timestamp": "10-Jan-2023 09:52:18",
"stocks": [
{
"metadata": {
"instrumentType": "Index Options",
"expiryDate": "12-Jan-2023",
"optionType": "Put",
"strikePrice": 42500,
"identifier": "OPTIDXBANKNIFTY12-01-2023PE42500.00",
"openPrice": 195.05,
"highPrice": 421.5,
"lowPrice": 150.15,
"closePrice": 0,
"prevClose": 188.15,
"lastPrice": 417.1,
"change": 228.95000000000002,
"pChange": 121.6848259367526,
"numberOfContractsTraded": 924499,
"totalTurnover": 72554.68
},
"underlyingValue": 42251.5,
"volumeFreezeQuantity": 901,
"marketDeptOrderBook": {
"totalBuyQuantity": 277775,
"totalSellQuantity": 158200,
"bid": [
{
"price": 416.25,
"quantity": 125
},
{
"price": 416.2,
"quantity": 75
},
{
"price": 416.1,
"quantity": 100
},
{
"price": 416.05,
"quantity": 125
},
{
"price": 416,
"quantity": 200
}
],
"ask": [
{
"price": 417.1,
"quantity": 50
},
{
"price": 417.15,
"quantity": 350
},
{
"price": 417.3,
"quantity": 100
},
{
"price": 417.4,
"quantity": 50
},
{
"price": 417.45,
"quantity": 250
}
],
"carryOfCost": {
"price": {
"bestBuy": 416.25,
"bestSell": 417.1,
"lastPrice": 417.1
},
"carry": {
"bestBuy": -84316.99096219732,
"bestSell": -84279.76169387183,
"lastPrice": -84279.76169387183
}
},
"tradeInfo": {
"tradedVolume": 924499,
"value": 72554.68,
"vmap": 313.92,
"premiumTurnover": 9895356.55652,
"openInterest": 109358,
"changeinOpenInterest": 19389,
"pchangeinOpenInterest": 21.55075637163912,
"marketLot": 25
},
"otherInfo": {
"settlementPrice": 0,
"dailyvolatility": 1.35,
"annualisedVolatility": 25.77,
"impliedVolatility": 20.04,
"clientWisePositionLimits": 0,
"marketWidePositionLimits": 0
}
}
},
{
"metadata": {
"instrumentType": "Index Options",
"expiryDate": "12-Jan-2023",
"optionType": "Put",
"strikePrice": 42400,
"identifier": "OPTIDXBANKNIFTY12-01-2023PE42400.00",
"openPrice": 154.05,
"highPrice": 358,
"lowPrice": 132.75,
"closePrice": 0,
"prevClose": 151.9,
"lastPrice": 350.45,
"change": 198.54999999999998,
"pChange": 130.71099407504937,
"numberOfContractsTraded": 792317,
"totalTurnover": 53301.15
},
"underlyingValue": 42251.5,
"volumeFreezeQuantity": 901,
"marketDeptOrderBook": {
"totalBuyQuantity": 271325,
"totalSellQuantity": 205025,
"bid": [
{
"price": 351.55,
"quantity": 25
},
{
"price": 351.5,
"quantity": 100
},
{
"price": 351.35,
"quantity": 125
},
{
"price": 351.1,
"quantity": 50
},
{
"price": 351.05,
"quantity": 100
}
],
"ask": [
{
"price": 352,
"quantity": 150
},
{
"price": 352.3,
"quantity": 25
},
{
"price": 352.35,
"quantity": 25
},
{
"price": 352.5,
"quantity": 25
},
{
"price": 352.6,
"quantity": 50
}
],
"carryOfCost": {
"price": {
"bestBuy": 351.55,
"bestSell": 352,
"lastPrice": 350.45
},
"carry": {
"bestBuy": -87400.0381530504,
"bestSell": -87376.69226115948,
"lastPrice": -87457.23193205416
}
},
"tradeInfo": {
"tradedVolume": 792317,
"value": 53301.15,
"vmap": 269.09,
"premiumTurnover": 8451861.345382499,
"openInterest": 78276,
"changeinOpenInterest": 27688,
"pchangeinOpenInterest": 54.73234759231438,
"marketLot": 25
},
"otherInfo": {
"settlementPrice": 0,
"dailyvolatility": 1.35,
"annualisedVolatility": 25.77,
"impliedVolatility": 20.18,
"clientWisePositionLimits": 0,
"marketWidePositionLimits": 0
}
}
},
{
"metadata": {
"instrumentType": "Index Options",
"expiryDate": "12-Jan-2023",
"optionType": "Call",
"strikePrice": 42500,
"identifier": "OPTIDXBANKNIFTY12-01-2023CE42500.00",
"openPrice": 335,
"highPrice": 347.95,
"lowPrice": 133,
"closePrice": 0,
"prevClose": 328,
"lastPrice": 133.8,
"change": -194.2,
"pChange": -59.20731707317073,
"numberOfContractsTraded": 782621,
"totalTurnover": 39043.01
},
"underlyingValue": 42251.5,
"volumeFreezeQuantity": 901,
"marketDeptOrderBook": {
"totalBuyQuantity": 216725,
"totalSellQuantity": 651925,
"bid": [
{
"price": 133.8,
"quantity": 25
},
{
"price": 133.75,
"quantity": 400
},
{
"price": 133.7,
"quantity": 250
},
{
"price": 133.65,
"quantity": 725
},
{
"price": 133.6,
"quantity": 200
}
],
"ask": [
{
"price": 134,
"quantity": 500
},
{
"price": 134.1,
"quantity": 100
},
{
"price": 134.15,
"quantity": 325
},
{
"price": 134.2,
"quantity": 150
},
{
"price": 134.25,
"quantity": 700
}
],
"carryOfCost": {
"price": {
"bestBuy": 133.8,
"bestSell": 134,
"lastPrice": 133.8
},
"carry": {
"bestBuy": -105029.64402040691,
"bestSell": -105002.38486672062,
"lastPrice": -105029.64402040691
}
},
"tradeInfo": {
"tradedVolume": 782621,
"value": 39043.01,
"vmap": 199.55,
"premiumTurnover": 8354391.1301375,
"openInterest": 195048,
"changeinOpenInterest": 93971,
"pchangeinOpenInterest": 92.96971615698922,
"marketLot": 25
},
"otherInfo": {
"settlementPrice": 0,
"dailyvolatility": 1.35,
"annualisedVolatility": 25.77,
"impliedVolatility": 20.05,
"clientWisePositionLimits": 0,
"marketWidePositionLimits": 0
}
}
},
{
"metadata": {
"instrumentType": "Index Options",
"expiryDate": "12-Jan-2023",
"optionType": "Put",
"strikePrice": 42300,
"identifier": "OPTIDXBANKNIFTY12-01-2023PE42300.00",
"openPrice": 123.05,
"highPrice": 300,
"lowPrice": 106,
"closePrice": 0,
"prevClose": 121.3,
"lastPrice": 294.5,
"change": 173.2,
"pChange": 142.78647980214342,
"numberOfContractsTraded": 759516,
"totalTurnover": 44238.01
},
"underlyingValue": 42251.5,
"volumeFreezeQuantity": 901,
"marketDeptOrderBook": {
"totalBuyQuantity": 303025,
"totalSellQuantity": 274525,
"bid": [
{
"price": 293.95,
"quantity": 50
},
{
"price": 293.9,
"quantity": 200
},
{
"price": 293.85,
"quantity": 150
},
{
"price": 293.8,
"quantity": 75
},
{
"price": 293.75,
"quantity": 75
}
],
"ask": [
{
"price": 294.65,
"quantity": 25
},
{
"price": 294.7,
"quantity": 150
},
{
"price": 294.85,
"quantity": 125
},
{
"price": 294.9,
"quantity": 125
},
{
"price": 295,
"quantity": 725
}
],
"carryOfCost": {
"price": {
"bestBuy": 293.95,
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}
2023-01-10 15:23:01 [TestNG-tests-1] INFO Util:44 - New File saved to path : /Users/saini/nseOptionData/log/12Jan2023/10Jan1522_BANKNIFTY_42600.json
41900
put Volume for 41900 strikePrice : 282355
Call Volume for 41900 strikePrice : 14517
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:185 - 41900 : call and put Data Found
42000
put Volume for 42000 strikePrice : 710737
Call Volume for 42000 strikePrice : 111240
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:185 - 42000 : call and put Data Found
42100
put Volume for 42100 strikePrice : 342868
Call Volume for 42100 strikePrice : 74674
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:185 - 42100 : call and put Data Found
42200
put Volume for 42200 strikePrice : 579647
Call Volume for 42200 strikePrice : 232041
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:185 - 42200 : call and put Data Found
42300
put Volume for 42300 strikePrice : 759516
Call Volume for 42300 strikePrice : 431513
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:185 - 42300 : call and put Data Found
42400
put Volume for 42400 strikePrice : 792317
Call Volume for 42400 strikePrice : 536660
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:185 - 42400 : call and put Data Found
42500
put Volume for 42500 strikePrice : 924499
Call Volume for 42500 strikePrice : 782621
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:185 - 42500 : call and put Data Found
42600
Call Volume for 42600 strikePrice : 472217
put Volume for 42600 strikePrice : 442076
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:185 - 42600 : call and put Data Found
42700
Call Volume for 42700 strikePrice : 400561
put Volume for 42700 strikePrice : 260924
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:185 - 42700 : call and put Data Found
42800
Call Volume for 42800 strikePrice : 351746
put Volume for 42800 strikePrice : 125082
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:185 - 42800 : call and put Data Found
42900
Call Volume for 42900 strikePrice : 267530
put Volume for 42900 strikePrice : 49055
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:185 - 42900 : call and put Data Found
43000
Call Volume for 43000 strikePrice : 554688
put Volume for 43000 strikePrice : 67835
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:185 - 43000 : call and put Data Found
43100
Call Volume for 43100 strikePrice : 220667
put Volume for 43100 strikePrice : 15285
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:185 - 43100 : call and put Data Found
43200
Call Volume for 43200 strikePrice : 260235
put Volume for 43200 strikePrice : 3345
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:185 - 43200 : call and put Data Found
43300
Call Volume for 43300 strikePrice : 217323
put Volume for 43300 strikePrice : 2502
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:185 - 43300 : call and put Data Found
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:192 - CallData : {42400=DerivativeData(volume=536660, changeInOPenInterest=85347, vwap=237.36, ltp=169.0), 43200=DerivativeData(volume=260235, changeInOPenInterest=21212, vwap=36.27, ltp=26.15), 42500=DerivativeData(volume=782621, changeInOPenInterest=93971, vwap=199.55, ltp=133.8), 43300=DerivativeData(volume=217323, changeInOPenInterest=13080, vwap=28.4, ltp=21.35), 42600=DerivativeData(volume=472217, changeInOPenInterest=50939, vwap=163.39, ltp=106.15), 41900=DerivativeData(volume=14517, changeInOPenInterest=961, vwap=541.08, ltp=448.25), 42700=DerivativeData(volume=400561, changeInOPenInterest=30521, vwap=127.86, ltp=83.1), 42000=DerivativeData(volume=111240, changeInOPenInterest=8775, vwap=473.68, ltp=379.2), 42800=DerivativeData(volume=351746, changeInOPenInterest=34282, vwap=99.32, ltp=65.25), 42100=DerivativeData(volume=74674, changeInOPenInterest=9177, vwap=401.0, ltp=317.85), 42900=DerivativeData(volume=267530, changeInOPenInterest=20751, vwap=76.69, ltp=51.0), 42200=DerivativeData(volume=232041, changeInOPenInterest=29430, vwap=329.34, ltp=260.9), 43000=DerivativeData(volume=554688, changeInOPenInterest=40229, vwap=60.42, ltp=40.5), 42300=DerivativeData(volume=431513, changeInOPenInterest=68125, vwap=278.73, ltp=211.65), 43100=DerivativeData(volume=220667, changeInOPenInterest=11812, vwap=46.46, ltp=32.2)}
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:193 - PutData : {42400=DerivativeData(volume=792317, changeInOPenInterest=27688, vwap=269.09, ltp=350.45), 43200=DerivativeData(volume=3345, changeInOPenInterest=57, vwap=836.61, ltp=1006.0), 42500=DerivativeData(volume=924499, changeInOPenInterest=19389, vwap=313.92, ltp=417.1), 43300=DerivativeData(volume=2502, changeInOPenInterest=-7, vwap=881.5, ltp=1105.95), 42600=DerivativeData(volume=442076, changeInOPenInterest=5988, vwap=363.58, ltp=489.2), 41900=DerivativeData(volume=282355, changeInOPenInterest=7452, vwap=98.58, ltp=130.55), 42700=DerivativeData(volume=260924, changeInOPenInterest=3622, vwap=431.02, ltp=564.85), 42000=DerivativeData(volume=710737, changeInOPenInterest=22991, vwap=120.39, ltp=162.45), 42800=DerivativeData(volume=125082, changeInOPenInterest=1167, vwap=499.71, ltp=647.2), 42100=DerivativeData(volume=342868, changeInOPenInterest=15108, vwap=152.17, ltp=199.55), 42900=DerivativeData(volume=49055, changeInOPenInterest=1518, vwap=574.94, ltp=733.4), 42200=DerivativeData(volume=579647, changeInOPenInterest=35803, vwap=192.35, ltp=244.1), 43000=DerivativeData(volume=67835, changeInOPenInterest=-26, vwap=650.64, ltp=824.1), 42300=DerivativeData(volume=759516, changeInOPenInterest=42608, vwap=232.98, ltp=294.5), 43100=DerivativeData(volume=15285, changeInOPenInterest=736, vwap=761.09, ltp=913.3)}
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:88 - call market data : {44800=MarketDirectionData(changeInOPenInterest=2454), 48000=MarketDirectionData(changeInOPenInterest=503), 41600=MarketDirectionData(changeInOPenInterest=136), 42500=MarketDirectionData(changeInOPenInterest=93971), 45700=MarketDirectionData(changeInOPenInterest=406), 43400=MarketDirectionData(changeInOPenInterest=9010), 40200=MarketDirectionData(changeInOPenInterest=0), 37000=MarketDirectionData(changeInOPenInterest=0), 44300=MarketDirectionData(changeInOPenInterest=-771), 47500=MarketDirectionData(changeInOPenInterest=-140), 41100=MarketDirectionData(changeInOPenInterest=0), 42000=MarketDirectionData(changeInOPenInterest=8775), 45200=MarketDirectionData(changeInOPenInterest=1305), 42900=MarketDirectionData(changeInOPenInterest=20751), 39700=MarketDirectionData(changeInOPenInterest=0), 36500=MarketDirectionData(changeInOPenInterest=0), 43800=MarketDirectionData(changeInOPenInterest=-471), 47000=MarketDirectionData(changeInOPenInterest=1955), 40600=MarketDirectionData(changeInOPenInterest=-1), 44700=MarketDirectionData(changeInOPenInterest=2705), 41500=MarketDirectionData(changeInOPenInterest=348), 42400=MarketDirectionData(changeInOPenInterest=85347), 45600=MarketDirectionData(changeInOPenInterest=479), 43300=MarketDirectionData(changeInOPenInterest=13080), 46500=MarketDirectionData(changeInOPenInterest=5940), 40100=MarketDirectionData(changeInOPenInterest=0), 44200=MarketDirectionData(changeInOPenInterest=5045), 41000=MarketDirectionData(changeInOPenInterest=151), 41900=MarketDirectionData(changeInOPenInterest=961), 45100=MarketDirectionData(changeInOPenInterest=1329), 42800=MarketDirectionData(changeInOPenInterest=34282), 46000=MarketDirectionData(changeInOPenInterest=11302), 43700=MarketDirectionData(changeInOPenInterest=-4766), 40500=MarketDirectionData(changeInOPenInterest=29), 44600=MarketDirectionData(changeInOPenInterest=1903), 41400=MarketDirectionData(changeInOPenInterest=102), 42300=MarketDirectionData(changeInOPenInterest=0), 45500=MarketDirectionData(changeInOPenInterest=21209), 43200=MarketDirectionData(changeInOPenInterest=21212), 40000=MarketDirectionData(changeInOPenInterest=24), 44100=MarketDirectionData(changeInOPenInterest=3249), 40900=MarketDirectionData(changeInOPenInterest=1), 45000=MarketDirectionData(changeInOPenInterest=29441), 41800=MarketDirectionData(changeInOPenInterest=998), 42700=MarketDirectionData(changeInOPenInterest=30521), 45900=MarketDirectionData(changeInOPenInterest=689), 39500=MarketDirectionData(changeInOPenInterest=0), 43600=MarketDirectionData(changeInOPenInterest=2133), 40400=MarketDirectionData(changeInOPenInterest=0), 44500=MarketDirectionData(changeInOPenInterest=29152), 41300=MarketDirectionData(changeInOPenInterest=-12), 42200=MarketDirectionData(changeInOPenInterest=29430), 45400=MarketDirectionData(changeInOPenInterest=842), 39000=MarketDirectionData(changeInOPenInterest=0), 43100=MarketDirectionData(changeInOPenInterest=11812), 39900=MarketDirectionData(changeInOPenInterest=0), 44000=MarketDirectionData(changeInOPenInterest=25425), 40800=MarketDirectionData(changeInOPenInterest=0), 44900=MarketDirectionData(changeInOPenInterest=1528), 41700=MarketDirectionData(changeInOPenInterest=570), 38500=MarketDirectionData(changeInOPenInterest=0), 42600=MarketDirectionData(changeInOPenInterest=50939), 49000=MarketDirectionData(changeInOPenInterest=-1071), 45800=MarketDirectionData(changeInOPenInterest=691), 43500=MarketDirectionData(changeInOPenInterest=19232), 40300=MarketDirectionData(changeInOPenInterest=0), 44400=MarketDirectionData(changeInOPenInterest=3166), 41200=MarketDirectionData(changeInOPenInterest=54), 38000=MarketDirectionData(changeInOPenInterest=0), 42100=MarketDirectionData(changeInOPenInterest=9177), 45300=MarketDirectionData(changeInOPenInterest=425), 48500=MarketDirectionData(changeInOPenInterest=125), 43000=MarketDirectionData(changeInOPenInterest=40229), 39800=MarketDirectionData(changeInOPenInterest=0), 43900=MarketDirectionData(changeInOPenInterest=519), 40700=MarketDirectionData(changeInOPenInterest=0), 37500=MarketDirectionData(changeInOPenInterest=0)}
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ParseJsonData:89 - put market data : {41600=MarketDirectionData(changeInOPenInterest=3918), 48000=MarketDirectionData(changeInOPenInterest=0), 44800=MarketDirectionData(changeInOPenInterest=0), 42500=MarketDirectionData(changeInOPenInterest=19389), 45700=MarketDirectionData(changeInOPenInterest=0), 40200=MarketDirectionData(changeInOPenInterest=1288), 37000=MarketDirectionData(changeInOPenInterest=4667), 43400=MarketDirectionData(changeInOPenInterest=-66), 41100=MarketDirectionData(changeInOPenInterest=2604), 44300=MarketDirectionData(changeInOPenInterest=0), 47500=MarketDirectionData(changeInOPenInterest=0), 42000=MarketDirectionData(changeInOPenInterest=22991), 45200=MarketDirectionData(changeInOPenInterest=0), 42900=MarketDirectionData(changeInOPenInterest=1518), 36500=MarketDirectionData(changeInOPenInterest=8480), 39700=MarketDirectionData(changeInOPenInterest=2486), 40600=MarketDirectionData(changeInOPenInterest=1630), 43800=MarketDirectionData(changeInOPenInterest=28), 47000=MarketDirectionData(changeInOPenInterest=0), 41500=MarketDirectionData(changeInOPenInterest=-448), 44700=MarketDirectionData(changeInOPenInterest=0), 42400=MarketDirectionData(changeInOPenInterest=27688), 45600=MarketDirectionData(changeInOPenInterest=0), 40100=MarketDirectionData(changeInOPenInterest=2167), 43300=MarketDirectionData(changeInOPenInterest=-7), 46500=MarketDirectionData(changeInOPenInterest=0), 41000=MarketDirectionData(changeInOPenInterest=5468), 44200=MarketDirectionData(changeInOPenInterest=0), 41900=MarketDirectionData(changeInOPenInterest=7452), 45100=MarketDirectionData(changeInOPenInterest=0), 42800=MarketDirectionData(changeInOPenInterest=1167), 46000=MarketDirectionData(changeInOPenInterest=0), 40500=MarketDirectionData(changeInOPenInterest=5900), 43700=MarketDirectionData(changeInOPenInterest=81), 41400=MarketDirectionData(changeInOPenInterest=775), 44600=MarketDirectionData(changeInOPenInterest=0), 42300=MarketDirectionData(changeInOPenInterest=0), 45500=MarketDirectionData(changeInOPenInterest=0), 40000=MarketDirectionData(changeInOPenInterest=17822), 43200=MarketDirectionData(changeInOPenInterest=57), 40900=MarketDirectionData(changeInOPenInterest=1425), 44100=MarketDirectionData(changeInOPenInterest=-8), 41800=MarketDirectionData(changeInOPenInterest=5800), 45000=MarketDirectionData(changeInOPenInterest=1), 42700=MarketDirectionData(changeInOPenInterest=3622), 39500=MarketDirectionData(changeInOPenInterest=7646), 45900=MarketDirectionData(changeInOPenInterest=0), 40400=MarketDirectionData(changeInOPenInterest=2500), 43600=MarketDirectionData(changeInOPenInterest=12), 41300=MarketDirectionData(changeInOPenInterest=-10), 44500=MarketDirectionData(changeInOPenInterest=0), 42200=MarketDirectionData(changeInOPenInterest=35803), 39000=MarketDirectionData(changeInOPenInterest=2251), 45400=MarketDirectionData(changeInOPenInterest=0), 39900=MarketDirectionData(changeInOPenInterest=2480), 43100=MarketDirectionData(changeInOPenInterest=736), 40800=MarketDirectionData(changeInOPenInterest=454), 44000=MarketDirectionData(changeInOPenInterest=6), 41700=MarketDirectionData(changeInOPenInterest=2395), 38500=MarketDirectionData(changeInOPenInterest=3167), 44900=MarketDirectionData(changeInOPenInterest=0), 42600=MarketDirectionData(changeInOPenInterest=5988), 49000=MarketDirectionData(changeInOPenInterest=0), 45800=MarketDirectionData(changeInOPenInterest=0), 40300=MarketDirectionData(changeInOPenInterest=2395), 43500=MarketDirectionData(changeInOPenInterest=-87), 41200=MarketDirectionData(changeInOPenInterest=5135), 38000=MarketDirectionData(changeInOPenInterest=1901), 44400=MarketDirectionData(changeInOPenInterest=0), 42100=MarketDirectionData(changeInOPenInterest=15108), 48500=MarketDirectionData(changeInOPenInterest=0), 45300=MarketDirectionData(changeInOPenInterest=0), 43000=MarketDirectionData(changeInOPenInterest=-26), 39800=MarketDirectionData(changeInOPenInterest=520), 40700=MarketDirectionData(changeInOPenInterest=1615), 37500=MarketDirectionData(changeInOPenInterest=2451), 43900=MarketDirectionData(changeInOPenInterest=20)}
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ExtractDerivativeData:124 - putDataMap.size 15
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ExtractDerivativeData:125 - callDataMap.size 15
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ExtractDerivativeData:126 - marketCallDirectionDataMap.size 77
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ExtractDerivativeData:127 - marketPutDirectionDataMap.size 77
worksheet found for 41900
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 41900
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 41900 : call changeInOPenInterest : 961
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 41900 : put changeInOPenInterest : 7452
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 41900 : callData.vwap : 541.08
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 41900 : putData.vwap : 98.58
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 41900 : callData.ltp : 448.25
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 41900 : putData.ltp : 130.55
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 41900 : callData.volume : 14517
2023-01-10 15:23:02 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 41900 : putData.volume : 282355
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 41900 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx
worksheet found for 42000
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 42000
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 42000 : call changeInOPenInterest : 8775
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 42000 : put changeInOPenInterest : 22991
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 42000 : callData.vwap : 473.68
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 42000 : putData.vwap : 120.39
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 42000 : callData.ltp : 379.2
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 42000 : putData.ltp : 162.45
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 42000 : callData.volume : 111240
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 42000 : putData.volume : 710737
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 42000 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx
worksheet found for 42100
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 42100
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 42100 : call changeInOPenInterest : 9177
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 42100 : put changeInOPenInterest : 15108
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 42100 : callData.vwap : 401.0
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 42100 : putData.vwap : 152.17
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 42100 : callData.ltp : 317.85
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 42100 : putData.ltp : 199.55
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 42100 : callData.volume : 74674
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 42100 : putData.volume : 342868
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 42100 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx
worksheet found for 42200
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 42200
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 42200 : call changeInOPenInterest : 29430
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 42200 : put changeInOPenInterest : 35803
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 42200 : callData.vwap : 329.34
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 42200 : putData.vwap : 192.35
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 42200 : callData.ltp : 260.9
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 42200 : putData.ltp : 244.1
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 42200 : callData.volume : 232041
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 42200 : putData.volume : 579647
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 42200 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx
worksheet found for 42300
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 42300
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 42300 : call changeInOPenInterest : 68125
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 42300 : put changeInOPenInterest : 42608
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 42300 : callData.vwap : 278.73
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 42300 : putData.vwap : 232.98
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 42300 : callData.ltp : 211.65
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 42300 : putData.ltp : 294.5
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 42300 : callData.volume : 431513
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 42300 : putData.volume : 759516
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 42300 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx
worksheet found for 42400
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 42400
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 42400 : call changeInOPenInterest : 85347
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 42400 : put changeInOPenInterest : 27688
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 42400 : callData.vwap : 237.36
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 42400 : putData.vwap : 269.09
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 42400 : callData.ltp : 169.0
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 42400 : putData.ltp : 350.45
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 42400 : callData.volume : 536660
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 42400 : putData.volume : 792317
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 42400 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx
worksheet found for 42500
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 42500
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 42500 : call changeInOPenInterest : 93971
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 42500 : put changeInOPenInterest : 19389
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 42500 : callData.vwap : 199.55
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 42500 : putData.vwap : 313.92
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 42500 : callData.ltp : 133.8
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 42500 : putData.ltp : 417.1
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 42500 : callData.volume : 782621
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 42500 : putData.volume : 924499
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 42500 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx
worksheet found for 42600
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 42600
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 42600 : call changeInOPenInterest : 50939
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 42600 : put changeInOPenInterest : 5988
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 42600 : callData.vwap : 163.39
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 42600 : putData.vwap : 363.58
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 42600 : callData.ltp : 106.15
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 42600 : putData.ltp : 489.2
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 42600 : callData.volume : 472217
2023-01-10 15:23:03 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 42600 : putData.volume : 442076
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 42600 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx
worksheet found for 42700
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 42700
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 42700 : call changeInOPenInterest : 30521
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 42700 : put changeInOPenInterest : 3622
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 42700 : callData.vwap : 127.86
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 42700 : putData.vwap : 431.02
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 42700 : callData.ltp : 83.1
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 42700 : putData.ltp : 564.85
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 42700 : callData.volume : 400561
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 42700 : putData.volume : 260924
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 42700 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx
worksheet found for 42800
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 42800
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 42800 : call changeInOPenInterest : 34282
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 42800 : put changeInOPenInterest : 1167
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 42800 : callData.vwap : 99.32
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 42800 : putData.vwap : 499.71
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 42800 : callData.ltp : 65.25
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 42800 : putData.ltp : 647.2
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 42800 : callData.volume : 351746
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 42800 : putData.volume : 125082
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 42800 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx
worksheet found for 42900
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 42900
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 42900 : call changeInOPenInterest : 20751
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 42900 : put changeInOPenInterest : 1518
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 42900 : callData.vwap : 76.69
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 42900 : putData.vwap : 574.94
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 42900 : callData.ltp : 51.0
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 42900 : putData.ltp : 733.4
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 42900 : callData.volume : 267530
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 42900 : putData.volume : 49055
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 42900 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx
worksheet found for 43000
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 43000
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 43000 : call changeInOPenInterest : 40229
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 43000 : put changeInOPenInterest : -26
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 43000 : callData.vwap : 60.42
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 43000 : putData.vwap : 650.64
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 43000 : callData.ltp : 40.5
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 43000 : putData.ltp : 824.1
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 43000 : callData.volume : 554688
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 43000 : putData.volume : 67835
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 43000 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx
worksheet found for 43100
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 43100
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 43100 : call changeInOPenInterest : 11812
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 43100 : put changeInOPenInterest : 736
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 43100 : callData.vwap : 46.46
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 43100 : putData.vwap : 761.09
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 43100 : callData.ltp : 32.2
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 43100 : putData.ltp : 913.3
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 43100 : callData.volume : 220667
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 43100 : putData.volume : 15285
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 43100 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx
worksheet found for 43200
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 43200
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 43200 : call changeInOPenInterest : 21212
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 43200 : put changeInOPenInterest : 57
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 43200 : callData.vwap : 36.27
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 43200 : putData.vwap : 836.61
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 43200 : callData.ltp : 26.15
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 43200 : putData.ltp : 1006.0
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 43200 : callData.volume : 260235
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 43200 : putData.volume : 3345
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 43200 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx
worksheet found for 43300
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:182 - adding data for 43300
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:183 - 43300 : call changeInOPenInterest : 13080
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:184 - 43300 : put changeInOPenInterest : -7
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:185 - 43300 : callData.vwap : 28.4
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:186 - 43300 : putData.vwap : 881.5
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:187 - 43300 : callData.ltp : 21.35
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:188 - 43300 : putData.ltp : 1105.95
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:189 - 43300 : callData.volume : 217323
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:190 - 43300 : putData.volume : 2502
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 43300 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx
2023-01-10 15:23:04 [TestNG-tests-1] DEBUG ExcelFileWriter:283 - Retrieving Sheet: INTRADAY_DATA_42600
key value in callDataMap 42400OI change value in callDataMap after adding 85347 = 85347.0Volume change in callDataMap after adding 536660 = 536660.0key value in callDataMap 43200OI change value in callDataMap after adding 21212 = 106559.0Volume change in callDataMap after adding 260235 = 796895.0key value in callDataMap 42500OI change value in callDataMap after adding 93971 = 200530.0Volume change in callDataMap after adding 782621 = 1579516.0key value in callDataMap 43300OI change value in callDataMap after adding 13080 = 213610.0Volume change in callDataMap after adding 217323 = 1796839.0key value in callDataMap 42600OI change value in callDataMap after adding 50939 = 264549.0Volume change in callDataMap after adding 472217 = 2269056.0key value in callDataMap 41900OI change value in callDataMap after adding 961 = 265510.0Volume change in callDataMap after adding 14517 = 2283573.0key value in callDataMap 42700OI change value in callDataMap after adding 30521 = 296031.0Volume change in callDataMap after adding 400561 = 2684134.0key value in callDataMap 42000OI change value in callDataMap after adding 8775 = 304806.0Volume change in callDataMap after adding 111240 = 2795374.0key value in callDataMap 42800OI change value in callDataMap after adding 34282 = 339088.0Volume change in callDataMap after adding 351746 = 3147120.0key value in callDataMap 42100OI change value in callDataMap after adding 9177 = 348265.0Volume change in callDataMap after adding 74674 = 3221794.0key value in callDataMap 42900OI change value in callDataMap after adding 20751 = 369016.0Volume change in callDataMap after adding 267530 = 3489324.0key value in callDataMap 42200OI change value in callDataMap after adding 29430 = 398446.0Volume change in callDataMap after adding 232041 = 3721365.0key value in callDataMap 43000OI change value in callDataMap after adding 40229 = 438675.0Volume change in callDataMap after adding 554688 = 4276053.0key value in callDataMap 42300OI change value in callDataMap after adding 68125 = 506800.0Volume change in callDataMap after adding 431513 = 4707566.0key value in callDataMap 43100OI change value in callDataMap after adding 11812 = 518612.0Volume change in callDataMap after adding 220667 = 4928233.0key value in putDataMap 42400value in putDataMap after adding 27688 = 27688.0Volume change in callDataMap after adding 792317 = 792317.0key value in putDataMap 43200value in putDataMap after adding 57 = 27745.0Volume change in callDataMap after adding 3345 = 795662.0key value in putDataMap 42500value in putDataMap after adding 19389 = 47134.0Volume change in callDataMap after adding 924499 = 1720161.0key value in putDataMap 43300value in putDataMap after adding -7 = 47127.0Volume change in callDataMap after adding 2502 = 1722663.0key value in putDataMap 42600value in putDataMap after adding 5988 = 53115.0Volume change in callDataMap after adding 442076 = 2164739.0key value in putDataMap 41900value in putDataMap after adding 7452 = 60567.0Volume change in callDataMap after adding 282355 = 2447094.0key value in putDataMap 42700value in putDataMap after adding 3622 = 64189.0Volume change in callDataMap after adding 260924 = 2708018.0key value in putDataMap 42000value in putDataMap after adding 22991 = 87180.0Volume change in callDataMap after adding 710737 = 3418755.0key value in putDataMap 42800value in putDataMap after adding 1167 = 88347.0Volume change in callDataMap after adding 125082 = 3543837.0key value in putDataMap 42100value in putDataMap after adding 15108 = 103455.0Volume change in callDataMap after adding 342868 = 3886705.0key value in putDataMap 42900value in putDataMap after adding 1518 = 104973.0Volume change in callDataMap after adding 49055 = 3935760.0key value in putDataMap 42200value in putDataMap after adding 35803 = 140776.0Volume change in callDataMap after adding 579647 = 4515407.0key value in putDataMap 43000value in putDataMap after adding -26 = 140750.0Volume change in callDataMap after adding 67835 = 4583242.0key value in putDataMap 42300value in putDataMap after adding 42608 = 183358.0Volume change in callDataMap after adding 759516 = 5342758.0key value in putDataMap 43100value in putDataMap after adding 736 = 184094.0Volume change in callDataMap after adding 15285 = 5358043.02023-01-10 15:23:05 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 42600 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx
worksheet found for RAW_DATA
2023-01-10 15:23:05 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 42600 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx
2023-01-10 15:23:05 [TestNG-tests-1] DEBUG ExcelFileWriter:620 - [1, 2]
2023-01-10 15:23:05 [TestNG-tests-1] DEBUG ExcelFileWriter:675 - ENTRY 1; TIME : 1457; Strike price : 42600; Total Call Volume : 206754; Total Put Volume : 137069
2023-01-10 15:23:05 [TestNG-tests-1] DEBUG ExcelFileWriter:675 - ENTRY 2; TIME : 1522; Strike price : 42600; Total Call Volume : 406087; Total Put Volume : 152813
2023-01-10 15:23:05 [TestNG-tests-1] DEBUG ExcelFileWriter:732 - Retrieving Sheet: MARKET_DIRECTION
2023-01-10 15:23:05 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 42600 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx
2023-01-10 15:23:05 [TestNG-tests-1] DEBUG ExcelFileWriter:107 - For 42600 : Saving changes to /Users/saini/nseOptionData/log/10Jan_12Jan2023_BANKNIFTY_42600.xlsx